“My incredibly masculine, fun, jocular husband came to me one day and with a very somber look on his face he said: 'I need to tell you something about myself,’” she recalled to Inside Edition. “I thought he was going to tell me that he had an affair on the road. He told me: 'I identify as a woman. I am a woman trapped in a man's body.' I was like ‘Whoa! Whoa! Wait, look in the mirror.’”

She says the couple tried therapy but ultimately decided to divorce in 1986.

She recalled: “I just said: ‘I love you. I’ll be here for you, but I didn't marry a woman, I married a man.’”

Both found love again. She married Grammy-winning music producer David Foster, whom she later divorced in 2005. Jenner married Kris Kardashian in 1991, divorcing in 2015.

Thompson said she did not believe it was right to tell the Kardashian matriarch about Jenner’s confession.

“That is not my place to tell anyone someone else's secret that they had told me in confidence,” she said.

The Tennessee native opens up about her life with Jenner, among other famous faces, in her new memoir, A Little Thing Called Life.

In the book, she reveals that she first laid eyes on the decathlete during the Montreal Olympics that made Jenner famous, while she was dating Elvis Presley.

“Elvis and I were watching the summer Olympics, July 26, 1976,” Thompson recalled to Inside Edition. “[Jenner] was dominating the decathlon. Elvis turned to me and said: ‘That guy looks good.’ I said: ‘I’m going to marry that man one day.’”

Over the years, Thompson said Jenner’s personality has stayed the same.

“She's still the same person. Same likes, dislikes, same impulses, loves to fly, pilot. Still a very athletic woman,” Thompson said.